ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	119-230	119-305	0-075	0.2%	118-313
High	119-230	120-038	0-127	0.3%	119-282
Low	119-195	119-305	0-110	0.3%	118-313
Close	119-213	119-307	0-095	0.2%	119-227
Range	0-035	0-053	0-018	50.0%	0-290
ATR
Volume	2,272	1,038	-1,234	-54.3%	2,924

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-161	120-127	120-016
R3	120-108	120-074	120-002
R2	120-056	120-056	119-317
R1	120-022	120-022	119-312	120-039
PP	120-003	120-003	120-003	120-012
S1	119-289	119-289	119-303	119-306
S2	119-271	119-271	119-298
S3	119-218	119-237	119-293
S4	119-166	119-184	119-279

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-077	121-282	120-067
R3	121-107	120-312	119-307
R2	120-137	120-137	119-281
R1	120-022	120-022	119-254	120-080
PP	119-167	119-167	119-167	119-196
S1	119-053	119-053	119-201	119-110
S2	118-198	118-198	119-174
S3	117-228	118-083	119-148
S4	116-258	117-113	119-068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-038	119-030	1-007	0.9%	0-054	0.1%	85%	True	False	1,223
10	120-038	118-120	1-238	1.5%	0-041	0.1%	91%	True	False	725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-261
2.618	120-175
1.618	120-122
1.000	120-090
0.618	120-070
HIGH	120-038
0.618	120-017
0.500	120-011
0.382	120-005
LOW	119-305
0.618	119-273
1.000	119-252
1.618	119-220
2.618	119-168
4.250	119-082

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	120-011	119-297
PP	120-003	119-287
S1	119-315	119-276

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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